+57.1%
YOU vs SPY
+90.8%
-33.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.4% |
| 7D | -6.2% | -0.9% | -5.3% | -5.2% |
| 30D | +30.5% | -2.4% | +32.8% | +34.8% |
| 3M | +15.2% | -1.2% | +16.3% | +16.9% |
| 6M | -2.0% | +3.3% | -5.3% | -7.1% |
| YTD | +60.2% | +12.3% | +47.9% | +35.3% |
| 1Y | +51.4% | +12.4% | +38.9% | +27.1% |
| 3Y | +216.2% | +78.8% | +137.4% | +21.4% |
| 5Y | +35.9% | +75.2% | -39.3% | -41.5% |
| All | +57.1% | +90.8% | -33.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling